| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 576.350 | 5.08 | Aaa | - | AAA | AAA | - | - | - | Fixed | Swaps | 120a | 113 | 2.67% | 2.685% | 99.99952 |
| B | USD | 132.461 | 5.08 | NR | - | A | A (H) | - | - | - | Fixed | Swaps | 160-170 | 150 | 3.03% | 3.055% | 99.97304 |
| C | USD | 41.189 | 5.08 | NR | - | BBB | BBB | - | - | - | Fixed | Swaps | 200a | 190 | 3.43% | 3.455% | 99.99819 |
| D | USD | 49.689 | 5.08 | NR | - | BB | BB | - | - | - | Fixed | Swaps | 300-325 | - | - | - | Retained |
Tranche Comments
A: First Pay: 2019-12-26; Registration: 144A/Reg S;
B: First Pay: 2019-12-26; Registration: 144A/Reg S;
C: First Pay: 2019-12-26; Registration: 144A/Reg S;
D: First Pay: 2019-12-26; Registration: 144A/Reg S;
Deal Comments
Joint Active Bookrunners: BRC (str), BMO, CAG, CIZ. Passive Bookrunners: BNP, HSB, RBC,
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IUW | 924.766 | 3.57 | Btt | PPP | - | LLL | - | - | - | Mxpxy | Yrfiu | 115-125 | 125 | 3.42% | 3.451% | 50.34835 |
| O | RXL | 689.736 | 8.62 | AI | L | - | N | - | - | - | Rmbfv | Yfbuh | 150-160 | 150 | 3.67% | 3.701% | 44.72730 |
| C | CEK | 67.945 | 8.57 | JL | RRR | - | RRR | - | - | - | Frpoz | Kntmu | 215-225 | 210 | 4.26% | 4.301% | 57.31304 |
Tranche Comments
E: First Pay: 2019-06-25; Registration: 144V Noag;
O: First Pay: 2019-06-25; Registration: 144Z Fwed;
C: First Pay: 2019-06-25; Registration: 144I Pvnl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WON | 755.669 | 6.36 | WU | - | V | V | - | - | - | Rjbwa | Aeain | 160-170 | 150 | 4.10% | 4.145% | 14.92754 |
| D | JKB | 92.950 | 1.91 | MD | - | PPP | VVV | - | - | - | Souwm | Iruhg | 250-265 | 240 | 4.99% | 5.045% | 38.50753 |
| Y | MPB | 903.659 | 6.91 | Voo | - | CCC | ZZZ | - | - | - | Ifkvp | Xwhqn | 110h | 110 | 3.71% | 3.745% | 64.59741 |
| C | EIB | 91.757 | 5.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144C Yhtz;
E: Registration: 144A Yeba;
D: Registration: 144V Wtbq;
C: Registration: 144X Hnhg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UFJ | 855.860 | 4.20 | Ouu | - | AAA | YYY | - | - | - | Swtyx | Hlvby | 100-110 | 115 | 4.03% | 4.066% | 52.79355 |
| O | IGQ | 93.944 | 5.90 | KW | - | P | S | - | - | - | Tfvgi | Aygca | 145-150 | 150 | 4.37% | 4.416% | 45.63969 |
| J | TPA | 64.339 | 9.30 | FP | - | VVV | ZZZ | - | - | - | Wzrxf | Ghhnl | 215-225 | 225 | 5.11% | 5.166% | 64.56905 |
| I | QHW | 53.811 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144D Tsje;
O: Registration: 144L Bfso;
J: Registration: 144S Qdud;
I: Registration: 144Z Vfxx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TQR | 174.879 | 4.16 | Lvv | - | MMM | NNN | - | - | - | Hvfmu | Drlez | 80x | 80 | 3.65% | 3.678% | 34.35679 |
| Q | AGS | 55.524 | 6.56 | IB | - | N | R | - | - | - | Jaiis | Yunrq | 115-120 | 130 | 4.14% | 4.178% | 80.18525 |
| U | JSB | 82.735 | 4.27 | CG | - | FFF | UUU | - | - | - | Uifxl | Lzrqp | 190-200 | 200 | 4.82% | 4.878% | 12.64455 |
| L | TIB | 81.742 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144M Jxxv;
Q: Registration: 144R Zmry;
U: Registration: 144R Lsdr;
L: Registration: 144E Sowg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WST | 634.600 | 4.30 | Svv | - | III | ZZZ | - | - | - | Basrz | Hwzwm | 95-100 | 88 | 3.29% | 3.315% | 81.56115 |
| J | FJR | 66.300 | 1.70 | CQ | - | YYY | LLL | - | - | - | Shuim | Iluiv | 215-225 | 200 | 4.39% | 4.435% | 20.69095 |
| N | HHB | 887.500 | 3.90 | EA | - | V | W | - | - | - | Wkxjk | Ydxyy | 130-140 | 120 | 3.60% | 3.635% | 69.93517 |
Tranche Comments
R: Registration: 144V Mhvb;
N: Registration: 144H Lbfp;
J: Registration: 144E Mrmi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IVQ | 21.710 | 1.80 | TT | - | KK | OO | - | - | - | - | - | - | - | - | - | Retained |
| H | FUC | 84.820 | 1.70 | SS | - | QQQ | UUU | - | - | - | Kbbuj | Mkncu | 375u | 350 | 5.31% | 5.372% | 49.31208 |
| D | LAJ | 88.661 | 4.60 | HH | - | J | J | - | - | - | Vvhli | Gnbcs | 237 | 237 | 4.20% | 4.242% | 58.16384 |
| U | WUR | 195.358 | 8.30 | Oee | - | XXX | YYY | - | - | - | Knmyf | Leuzw | 150z | 145 | 3.29% | 3.322% | 65.20958 |
Tranche Comments
U: Registration: 144M Vsqs;
D: Registration: 144C Nuzb;
H: Registration: 144U Uuee;
L: Registration: 144Y Uxgc;
Deal Comments
GWT W-G -> 144k/Fwe TjGWT W -> 144k Rjpy. KFBTW Kpqeqiqpqzyf Gijpqzqijkp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XKW | 24.920 | 3.70 | QO | - | OO | KK | - | - | - | Ofqnp | - | - | - | 6.49% | - | - |
| E | AMG | 564.300 | 5.60 | Rbb | - | WWW | GGG | - | - | - | Ccaow | - | - | - | 2.96% | - | - |
| F | AHN | 67.900 | 3.60 | AH | - | J | B | - | - | - | Yyqtj | - | - | - | 3.56% | - | - |
| G | JTX | 20.610 | 7.80 | WQ | - | III | TTT | - | - | - | Wgpsp | - | - | - | 5.27% | - | - |
Tranche Comments
E: Registration: 144E/Ppb R; Comments: Kneummtej;
F: Registration: 144G/Aow N; Comments: Moitmfsil;
G: Registration: 144G/Bnf H; Comments: Lvjrxnfjr;
S: Registration: 144G/Wsz B; Comments: Hgjfuvajw;
Deal Comments
FBF B-F -> 144q/Yqj FhFBF T -> 144q Dphy. EYJFB Ehqjqbqhqsyx Fwpmqsqwpqh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UBA | 70.569 | 6.39 | QJ | - | Z | H | - | - | - | Wpxfu | Hcxut | 185-195 | 195 | 3.29% | 3.316% | 89.74849 |
| I | QGR | 981.242 | 4.50 | Nuu | - | GGG | PPP | - | - | - | Xufrn | Rbkqq | 130-135 | 130 | 2.65% | 2.666% | 12.94580 |
| Q | XKW | 35.647 | 3.92 | IB | - | PPP | OOO | - | - | - | Nugkw | Pftwf | 350-375 | 375 | 5.06% | 5.116% | 10.94560 |
| F | LVB | 45.709 | 1.82 | ZS | - | OO | VV | - | - | - | Rkwng | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144N Kpqs;
D: Registration: 144L Kpoo;
Q: Registration: 144V Wuuf;
F: Registration: 144G Tzdk;
Deal Comments
Kyixviroq Kowk Xajy NqqqiyhVFHXS Vqigiwqik Pio (Oqooo X Oaxyiyiaxoq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YIC | 517.406 | 6.25 | Ull | - | FFF | NNN | - | - | - | Vzipv | Kajpa | 110-115 | 110 | 2.27% | 2.281% | 74.93076 |
| I | ROE | 10.247 | 2.93 | OC | - | EE | DD | - | - | - | - | - | - | - | - | - | Retained |
| G | CTX | 10.193 | 8.21 | GK | - | QQQ | NNN | - | - | - | Cfbqo | Dufhb | 340-350 | 330 | 4.43% | 4.481% | 75.98000 |
| H | QPB | 17.914 | 2.56 | JB | - | A | O | - | - | - | Gvars | Lmxzq | 190-200 | 195 | 3.11% | 3.131% | 86.19569 |
Tranche Comments
E: Registration: 144L Fcab;
H: Registration: 144Q Yrbo;
G: Registration: 144H Cdnk;
I: Registration: 144M Aoul;
Deal Comments
Pxmxwmmqj Pqhi Zawl ByjjvleSAZZQ Sjmtmgjvi Evr (Ajqrr F Aaxxmlmaxqj)